forked from artemium/428-backtester
99de26e7f0
Ship SampleStrategy and Integral workflow scripts without proprietary V15 logic, Pine, or run results. Co-authored-by: Cursor <cursoragent@cursor.com>
63 lines
2.2 KiB
Python
63 lines
2.2 KiB
Python
"""
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Minimal sample strategy for the 428 / Integral backtester scaffold.
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Replace this file (or add your own under user_data/strategies/) and set
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STRATEGY=<ClassName> when running scripts. Defaults in config / compose
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point here so a fresh clone backtests without proprietary logic.
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"""
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from __future__ import annotations
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from pandas import DataFrame
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from freqtrade.strategy import IStrategy, IntParameter
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import talib.abstract as ta
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class SampleStrategy(IStrategy):
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"""EMA crossover + RSI filter — placeholder only, not a production system."""
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INTERFACE_VERSION = 3
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timeframe = "15m"
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can_short = True
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minimal_roi = {"0": 0.04, "60": 0.02, "180": 0.01, "360": 0}
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stoploss = -0.03
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trailing_stop = False
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process_only_new_candles = True
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startup_candle_count = 50
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buy_rsi = IntParameter(20, 40, default=30, space="buy", optimize=True)
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sell_rsi = IntParameter(60, 80, default=70, space="sell", optimize=True)
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe["ema_fast"] = ta.EMA(dataframe, timeperiod=12)
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dataframe["ema_slow"] = ta.EMA(dataframe, timeperiod=26)
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dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
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return dataframe
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(dataframe["ema_fast"] > dataframe["ema_slow"])
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& (dataframe["rsi"] < self.buy_rsi.value)
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& (dataframe["volume"] > 0),
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"enter_long",
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] = 1
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dataframe.loc[
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(dataframe["ema_fast"] < dataframe["ema_slow"])
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& (dataframe["rsi"] > self.sell_rsi.value)
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& (dataframe["volume"] > 0),
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"enter_short",
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] = 1
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(dataframe["ema_fast"] < dataframe["ema_slow"]) & (dataframe["volume"] > 0),
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"exit_long",
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] = 1
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dataframe.loc[
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(dataframe["ema_fast"] > dataframe["ema_slow"]) & (dataframe["volume"] > 0),
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"exit_short",
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] = 1
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return dataframe
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